Isserlis' theorem (original) (raw)
Der Satz von Isserlis, auch Wicks Lemma oder Wicks Formel genannt, ist eine kombinatorische Formel ummultivariate Produktmomente eines Gaußschen Vektors zu berechnen. In der Quantenfeldtheorie existiert ein Spezialfall des Theorems unter dem Namen Wicks Theorem. Das Theorem ist nach und Gian-Carlo Wick benannt. Die im Artikel behandelte leichte Verallgemeinerung des Resultates stammt von C. S. Withers, jedoch sind beide Sätze unter dem Namen Satz von Isserlis verbreitet.
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| dbo:abstract | Der Satz von Isserlis, auch Wicks Lemma oder Wicks Formel genannt, ist eine kombinatorische Formel ummultivariate Produktmomente eines Gaußschen Vektors zu berechnen. In der Quantenfeldtheorie existiert ein Spezialfall des Theorems unter dem Namen Wicks Theorem. Das Theorem ist nach und Gian-Carlo Wick benannt. Die im Artikel behandelte leichte Verallgemeinerung des Resultates stammt von C. S. Withers, jedoch sind beide Sätze unter dem Namen Satz von Isserlis verbreitet. (de) In probability theory, Isserlis' theorem or Wick's probability theorem is a formula that allows one to compute higher-order moments of the multivariate normal distribution in terms of its covariance matrix. It is named after Leon Isserlis. This theorem is also particularly important in particle physics, where it is known as Wick's theorem after the work of . Other applications include the analysis of portfolio returns, quantum field theory and generation of colored noise. (en) Na teoria da probabilidade, o teorema de Isserlis ou o teorema da probabilidade de Wick é uma fórmula que permite calcular momentos de ordem superior da distribuição normal multivariada em termos de sua matriz de covariância. É nomeado em homenagem a . Esse teorema é particularmente importante na física de partículas, onde é conhecido como teorema de Wick por conta do trabalho de Wick em 1950. Outras aplicações incluem a análise de retornos de portfólio, teoria quântica de campos e geração de ruído colorido. (pt) Формула Вика — формула теории вероятностей, выражающая математическое ожидание многочлена от координат гауссовского вектора через элементы матрицы ковариаций. Одним из её применений является связь между средним значением полинома от следов степеней случайной матрицы большого размера и родами поверхностей, получаемыми склейкой заданных многоугольников при различных отождествлениях сторон. (ru) |
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| rdfs:comment | Der Satz von Isserlis, auch Wicks Lemma oder Wicks Formel genannt, ist eine kombinatorische Formel ummultivariate Produktmomente eines Gaußschen Vektors zu berechnen. In der Quantenfeldtheorie existiert ein Spezialfall des Theorems unter dem Namen Wicks Theorem. Das Theorem ist nach und Gian-Carlo Wick benannt. Die im Artikel behandelte leichte Verallgemeinerung des Resultates stammt von C. S. Withers, jedoch sind beide Sätze unter dem Namen Satz von Isserlis verbreitet. (de) In probability theory, Isserlis' theorem or Wick's probability theorem is a formula that allows one to compute higher-order moments of the multivariate normal distribution in terms of its covariance matrix. It is named after Leon Isserlis. This theorem is also particularly important in particle physics, where it is known as Wick's theorem after the work of . Other applications include the analysis of portfolio returns, quantum field theory and generation of colored noise. (en) Na teoria da probabilidade, o teorema de Isserlis ou o teorema da probabilidade de Wick é uma fórmula que permite calcular momentos de ordem superior da distribuição normal multivariada em termos de sua matriz de covariância. É nomeado em homenagem a . Esse teorema é particularmente importante na física de partículas, onde é conhecido como teorema de Wick por conta do trabalho de Wick em 1950. Outras aplicações incluem a análise de retornos de portfólio, teoria quântica de campos e geração de ruído colorido. (pt) Формула Вика — формула теории вероятностей, выражающая математическое ожидание многочлена от координат гауссовского вектора через элементы матрицы ковариаций. Одним из её применений является связь между средним значением полинома от следов степеней случайной матрицы большого размера и родами поверхностей, получаемыми склейкой заданных многоугольников при различных отождествлениях сторон. (ru) |
| rdfs:label | Satz von Isserlis (de) Isserlis' theorem (en) Teorema de Isserlis (pt) Формула Вика (ru) |
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